Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475075.0271 | 1405011.8197 | 70063.2074 | 6044445.3311 | 5361687.3144 | 682758.0167 |
Total P&L (%) | 1475.075 | 1405.0118 | 70.0632 | 6044.4453 | 5361.6873 | 682.758 |
Avg Daily Profit (%) | 0.8103 | 0.7718 | 0.0385 | 0.2265 | 0.22 | 0.1131 |
Buy And Hold Return (%) | 700.3559 | 700.3559 | 700.3559 | 700.3559 | 700.3559 | 700.3559 |
Max Trade Drawdown | -114457 | -82663 | -63653 | -2686986 | -2233544 | -1369831 |
Profit Factor | 4.1748 | 6.9278 | 1.3078 | 1.5376 | 1.909 | 1.1277 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 40 | 43.3333 | 36.6667 | 40 | 43.3333 | 36.6667 |
Ratio Avg Win / Avg Loss | 6.2622 | 9.0594 | 2.259 | 2.3064 | 2.4964 | 1.9479 |
Largest Winning Trade | 682060 | 682060 | 72889 | 4101368 | 4101368 | 2281992 |
Largest Losing Trade | -36570 | -36570 | -36185 | -1230217 | -1230217 | -895254 |
Avg Bars in Trades | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Winners | 92 | 88 | 97 | 92 | 88 | 97 |
Avg Bars in Losers | 33 | 40 | 26 | 33 | 40 | 26 |
Bars Traded | 3407 | 1826 | 1581 | 3407 | 1826 | 1581 |
Profit Streak | 0 | 92.9764 | 0 | 0 | 92.9764 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163482 | 465271 | -311259 | -166755 | 365481 | -291510 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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